Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1301804.7778 | 1119467.749 | 182337.0287 | 39822819.0265 | 33335655.473 | 6487163.5536 |
Total P&L (%) | 1301.8048 | 1119.4677 | 182.337 | 39822.819 | 33335.6555 | 6487.1636 |
Avg Daily Profit (%) | 0.712 | 0.6122 | 0.0997 | 0.3281 | 0.3184 | 0.2293 |
Buy And Hold Return (%) | 848.2281 | 848.2281 | 848.2281 | 848.2281 | 848.2281 | 848.2281 |
Max Trade Drawdown | -101260 | -95749 | -44639 | -33405189 | -26750264 | -21465561 |
Profit Factor | 2.5484 | 3.2539 | 1.5299 | 1.2333 | 1.3159 | 1.0996 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 103 | 45 | 58 | 103 | 45 | 58 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 52.2843 | 45.9184 | 58.5859 | 52.2843 | 45.9184 | 58.5859 |
Ratio Avg Win / Avg Loss | 2.3257 | 3.8324 | 1.0815 | 1.1256 | 1.5499 | 0.7773 |
Largest Winning Trade | 305824 | 305824 | 52386 | 28555830 | 28555830 | 7578746 |
Largest Losing Trade | -71991 | -71991 | -21376 | -15504044 | -15504044 | -9002453 |
Avg Bars in Trades | 18 | 27 | 8 | 18 | 27 | 8 |
Avg Bars in Winners | 20 | 33 | 10 | 20 | 33 | 10 |
Avg Bars in Losers | 15 | 22 | 6 | 15 | 22 | 6 |
Bars Traded | 3597 | 2724 | 873 | 3597 | 2724 | 873 |
Profit Streak | 0 | 29.6286 | 0 | 0 | 29.6286 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319913 | -49574 | -223035 | 374916 | 334067 | -103297 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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